On my XP install if you have the OS taskbar on auto-hide, and you use Mozilla "Full-Screen", Mozilla goes into the IE equivalent of kiosk mode, where bringing the mouse to the bottom of the screen won't pop-up the taskbar.
IE sort of has this problem and has had it on all builds since the 6 beta...you have to bounce the mouse on the bottom of the screen a couple times to make it work in Full Screen (although it it won't popup in kiosk mode).
And I still can't figure out how to auto hide the Mozilla toolbars in full screen mode...although people insist you can do it...anyone know how?
In my case, it is not a concern as I run 98SE and never use full-screen mode. My habit is to open threads in separate windows and manage them with the taskbar.
But hey, everyone has their favorite flavor--which doesn't make one right and another wrong.